+297.8%
VTI vs EWT
+523.5%
-225.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.3% |
| 30D | -1.4% | +4.5% | -5.9% | -4.0% |
| 3M | +3.6% | +8.3% | -4.7% | -2.2% |
| 6M | +13.6% | +54.2% | -40.6% | -14.7% |
| YTD | +12.9% | +74.6% | -61.7% | -21.9% |
| 1Y | +17.2% | +84.9% | -67.7% | -22.1% |
| 3Y | +75.7% | +197.5% | -121.9% | -17.1% |
| 5Y | +75.4% | +150.6% | -75.2% | -7.6% |
| All | +297.8% | +523.5% | -225.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling